The Annals of Probability · 1995 · 74 citations · 15 references
Natural SciencesMathematicsPhysicsDynamical SystemsProbability TheoryStochastic ProcessesBrownian MotionJump ProcessesLimit TheoremsMarkov ProcessesRandom WalksStatistical MechanicsLimit LawsLocal Limit Theorems For Random WalksLocal TimeRandom Walk Limit TheoremsRandom Walk LimitsRandom Walks On LatticesSelf-avoiding Walk ModelSelf-avoiding Walks
The "true" self-avoiding walk with bond repulsion is a nearest neighbor random walk on $\mathbb{Z}$, for which the probability of jumping along a bond of the lattice is proportional to $\exp(-g \cdot$ number of previous jumps along that bond). First we prove a limit theorem for the distribution of the local time process of this walk. Using this result, later we prove a local limit theorem, as $A \rightarrow \infty$, for the distribution of $A^{-2/3}X_{\theta_{s/A}}$, where $\theta_{s/A}$ is a random time distributed geometrically with mean $e^{-s/A}(1 - e^{-s/A})^{-1} = A/s + O(1)$. As a by-product we also obtain an apparently new identity related to Brownian excursions and Bessel bridges.
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Handbook of Mathematical Functions
Donald A. McQuarrie · American Journal of Physics · 1966 · 40.9K citations
Diffusion Processes and their Sample Paths.
G. F. Newell, Kanae Ito, H. P. McKean · American Mathematical Monthly · 1968 · 1.1K citations